Ebook: Parallel Algorithms for Optimal Control of Large Scale Linear Systems

Parallel Algorithms for Optimal Control of Large Scale Linear Systems is a comprehensive presentation for both linear and bilinear systems. The parallel algorithms presented in this book are applicable to a wider class of practical systems than those served by traditional methods for large scale singularly perturbed and weakly coupled systems based on the power-series expansion methods. It is intended for scientists and advance graduate students in electrical engineering and computer science who deal with parallel algorithms and control systems, especially large scale systems. The material presented is both comprehensive and unique.

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Content:
Front Matter....Pages i-xiv
Introduction....Pages 1-12
Front Matter....Pages 13-13
Linear-Quadratic Control Problems....Pages 15-59
Decoupling Transformations....Pages 61-88
Output Feedback Control....Pages 89-110
Linear Stochastic Systems....Pages 111-157
Open-Loop Optimal Control Problems....Pages 159-192
Exact Decompositions of Algebraic Riccati Equations....Pages 193-211
Differential and Difference Riccati Equations....Pages 213-251
Front Matter....Pages 253-253
Quasi Singularly Perturbed and Weakly Coupled Linear Control Systems....Pages 255-292
Singularly Perturbed Weakly Coupled Linear Control Systems....Pages 293-312
Stochastic Output Feedback of Discrete Systems....Pages 313-342
Applications to Differential Games....Pages 343-362
Recursive Approach to High Gain and Cheap Control Problems....Pages 363-397
Optimal Control of Singularly Perturbed and Weakly Coupled Bilinear Systems....Pages 399-432
Back Matter....Pages 433-455

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Content:
Front Matter....Pages i-xiv
Introduction....Pages 1-12
Front Matter....Pages 13-13
Linear-Quadratic Control Problems....Pages 15-59
Decoupling Transformations....Pages 61-88
Output Feedback Control....Pages 89-110
Linear Stochastic Systems....Pages 111-157
Open-Loop Optimal Control Problems....Pages 159-192
Exact Decompositions of Algebraic Riccati Equations....Pages 193-211
Differential and Difference Riccati Equations....Pages 213-251
Front Matter....Pages 253-253
Quasi Singularly Perturbed and Weakly Coupled Linear Control Systems....Pages 255-292
Singularly Perturbed Weakly Coupled Linear Control Systems....Pages 293-312
Stochastic Output Feedback of Discrete Systems....Pages 313-342
Applications to Differential Games....Pages 343-362
Recursive Approach to High Gain and Cheap Control Problems....Pages 363-397
Optimal Control of Singularly Perturbed and Weakly Coupled Bilinear Systems....Pages 399-432
Back Matter....Pages 433-455
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